+607.8%
OUST vs VSXY
+455.0%
+152.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -8.8% |
| 7D | -3.8% | -1.7% | -2.0% | -3.4% |
| 30D | +5.1% | +20.1% | -15.1% | +2.2% |
| 3M | -25.8% | +16.6% | -42.4% | -27.9% |
| 6M | -2.0% | +134.9% | -137.0% | -19.3% |
| YTD | +54.7% | +96.0% | -41.3% | +31.8% |
| 1Y | +48.8% | +203.8% | -155.0% | +14.9% |
| 3Y | +607.8% | +465.3% | +142.5% | +363.7% |
| All | +607.8% | +455.0% | +152.8% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling